Fully Remote_US Equities Quant PM / Researcher | Flexible Capital & Revenue Share

US Equities Quant Portfolio Manager /Quant Researcher

Strategy Focus: US Equities · Quant · Systematic Trading

Why This Role

• Direct Founder Access — Start with a confidential conversation directly with one of the founders.
• Build & Scale — Join a high-performing quant team with backgrounds from Peking, Tsinghua, MIT, UCLA and other leading universities, and build strategies with real capital.
• Real Capital, Real Markets — Deploy your ideas in live markets with institutional support.
• Flexible Setup — Remote / hybrid arrangements with flexibility around how you work.
• Track-Record-Based Compensation — Competitive terms reflecting your experience and proven performance.
• Flexible Capital Allocation — Capital allocation tailored to strategy, capacity and risk profile.
• Attractive Revenue Share — A performance-aligned structure designed to reward strong results.

About the Opportunity

The client is a quantitative asset management firm focused on the US equities market. They are expanding their investment team and looking for experienced Portfolio Managers and high-potential Quant Researchers to drive strategy research, trade execution, and full-cycle portfolio management.

This is a rare opportunity to join a team that values real strategies, real markets, and real P&L — not titles.

Hiring for two tracks:

Track 1 — Experienced US Equities Portfolio Manager

You have independently managed capital and can present a clear, verifiable live track record.

We look at:

• Core strategy logic & methodology
• Alpha source & return drivers
• AUM / capital managed
• Annualized returns
• Max drawdown & risk control
• Sharpe ratio
• Strategy capacity & capital limits
• Turnover & trading frequency
• Transaction cost structure & optimization
• Live track record duration
• Adaptability & portability across market regimes

Track 2 — High-Potential Quant Researcher

You may not yet be an independent PM, but you come from a consistently profitable core team and have the potential to grow into an independent investment lead.

Relevant experience includes:

• US equities alpha signal research
• Statistical arbitrage (Stat Arb)
• Market neutral strategies
• Long/Short equities
• High / mid-frequency trading (HFT/MFT)
• ETF / options market making
• Delta One products
• Execution alpha & transaction cost control
• Quant systems & full-cycle research

What We Value

• Real contribution over titles
• Deep involvement in iterating profitable strategies
• Core signal mining & alpha factor research
• Portfolio construction & risk attribution
• Trade execution, order routing & cost optimization
• Risk models & real-time monitoring
• Core trading system / research platform design & maintenance

Requirements

• Proven experience in US equities quant trading or research
• Strong programming skills (Python / C++ / etc.)
• Singapore / Hong Kong / China Mainland based, or open to relocation
• Mandarin is a plus for cross-office communication
• All conversations are strictly confidential

First chat is just a conversation — no pressure, no process, no HR screen.